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Top 23 trading-strategy Open-Source Projects
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awesome-quant
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
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InfluxDB
Power Real-Time Data Analytics at Scale. Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.
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StockSharp
Algorithmic trading and quantitative trading open source platform to develop trading robots (stock markets, forex, crypto, bitcoins, and options).
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financial-machine-learning
A curated list of practical financial machine learning tools and applications.
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quant-trading
Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, Shooting Star, London Breakout, Heikin-Ashi, Pair Trading, RSI, Bollinger Bands, Parabolic SAR, Dual Thrust, Awesome, MACD
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WorkOS
The modern identity platform for B2B SaaS. The APIs are flexible and easy-to-use, supporting authentication, user identity, and complex enterprise features like SSO and SCIM provisioning.
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backtesting.py
:mag_right: :chart_with_upwards_trend: :snake: :moneybag: Backtest trading strategies in Python.
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Crypto-Signal
Github.com/CryptoSignal - Trading & Technical Analysis Bot - 4,100+ stars, 1,100+ forks
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Superalgos
Free, open-source crypto trading bot, automated bitcoin / cryptocurrency trading software, algorithmic trading bots. Visually design your crypto trading bot, leveraging an integrated charting system, data-mining, backtesting, paper trading, and multi-server crypto bot deployments.
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vectorbt
Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.
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PyThalesians
Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)
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Krypto-trading-bot
Self-hosted crypto trading bot (automated high frequency market making) written in C++
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crypto-trading-bot
Cryptocurrency trading bot in javascript for Bitfinex, Bitmex, Binance, Bybit ... (public edition)
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awesome-systematic-trading
A curated list of awesome libraries, packages, strategies, books, blogs, tutorials for systematic trading. (by paperswithbacktest)
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Awesome-Quant-Machine-Learning-Trading
Quant/Algorithm trading resources with an emphasis on Machine Learning
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DataFrame
C++ DataFrame for statistical, Financial, and ML analysis -- in modern C++ using native types and contiguous memory storage
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blankly
🚀 💸 Easily build, backtest and deploy your algo in just a few lines of code. Trade stocks, cryptos, and forex across exchanges w/ one package.
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SaaSHub
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No, it looks more like a Rust equivalent of libraries like ffn (financial functions for python) or many of the other ones listed here https://github.com/wilsonfreitas/awesome-quant
Using rust to do exploratory analysis in python seems like a misguided idea. But using rust to productize models that have performance and accuracy sensitivities, the things that C/C++ is still used for, indeed sounds like a good idea.
Most of the python libraries used in finance, like numpy/pandas, call out to C for performance reasons; the libraries are essentially python bindings + syntax to C functions. It would be interesting to think about replacing that backend with rust.
Project mention: Machine Learning for Trading: Notebooks, resources and references accompanying the book Machine Learning for Algorithmic Trading. Courses - star count:10678.0 | /r/algoprojects | 2023-11-20
6.) You cant maximize position size of spread options strategies, LEAN always assumes naked margin first and ON THE NEXT DATA FRAME - you get your reg-t margin for spreads. https://github.com/QuantConnect/Lean/issues/5693 We're running into 2 years of this issue being reported.
Project mention: StockSharp: NEW Derivatives and Hedging - star count:6089.0 | /r/algoprojects | 2023-11-10
Project mention: financial-machine-learning: NEW Other Models - star count:5115.0 | /r/algoprojects | 2023-12-10
Project mention: quant-trading: NEW Derivatives and Hedging - star count:4620.0 | /r/algoprojects | 2023-10-28
We chose backtesting.py for a backtesting framework. There are several to choose from but that one seems like the most well-supported and actively worked on at the moment.
Project mention: Krypto-trading-bot: NEW Extended Research - star count:3058.0 | /r/algoprojects | 2023-07-01
Project mention: gs-quant: NEW Derivatives and Hedging - star count:2095.0 | /r/algoprojects | 2023-09-22
Project mention: Awesome-Quant-Machine-Learning-Trading: curated list of books/online courses/youtube videos/blogs/interviews/papers/code etc. Updates are pretty infrequent Other Models - star count:2064.0 | /r/algoprojects | 2023-10-17
Project mention: New multithreaded version of C++ DataFrame was released | news.ycombinator.com | 2024-02-13
NOTE:
The open source projects on this list are ordered by number of github stars.
The number of mentions indicates repo mentiontions in the last 12 Months or
since we started tracking (Dec 2020).
trading-strategies related posts
- StockSharp: NEW Derivatives and Hedging - star count:6089.0
- StockSharp: NEW Derivatives and Hedging - star count:6089.0
- quant-trading: NEW Derivatives and Hedging - star count:4620.0
- quant-trading: NEW Derivatives and Hedging - star count:4620.0
- quant-trading: NEW Derivatives and Hedging - star count:4620.0
- gs-quant: NEW Derivatives and Hedging - star count:2095.0
- quant-trading: NEW Derivatives and Hedging - star count:4455.0
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A note from our sponsor - WorkOS
workos.com | 25 Apr 2024
Index
What are some of the best open-source trading-strategy projects? This list will help you:
| Project | Stars | |
|---|---|---|
| 1 | awesome-quant | 15,910 |
| 2 | machine-learning-for-trading | 11,797 |
| 3 | Lean | 8,655 |
| 4 | StockSharp | 6,596 |
| 5 | financial-machine-learning | 5,522 |
| 6 | jesse | 5,233 |
| 7 | quant-trading | 5,171 |
| 8 | backtesting.py | 4,797 |
| 9 | Crypto-Signal | 4,701 |
| 10 | Superalgos | 3,850 |
| 11 | vectorbt | 3,734 |
| 12 | PyThalesians | 3,355 |
| 13 | Krypto-trading-bot | 3,216 |
| 14 | crypto-trading-bot | 3,039 |
| 15 | freqtrade-strategies | 3,018 |
| 16 | zvt | 2,981 |
| 17 | OctoBot | 2,916 |
| 18 | awesome-systematic-trading | 2,893 |
| 19 | eiten | 2,655 |
| 20 | gs-quant | 2,456 |
| 21 | Awesome-Quant-Machine-Learning-Trading | 2,430 |
| 22 | DataFrame | 2,258 |
| 23 | blankly | 1,967 |
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